I tend to say no to players that bring in names that are designed to be humorous, as I don't really run comedy. Characters can end up in situations that make the players laugh, players can laugh and enjoy themselves making with the merriment (and do typically) but I find it very difficult to maintain the drama when dealing with a cast that includes someone like Thuggie McGreatSword or Poopgreaves the Elder.
Beyond that, my only other negs occur when players want to bring in character names and archetypes that simply aren't present in the setting. If I can say "sorry no half elves" in my world without half elves, I can certainly say "no Himiko Matsudeka the wandering samurai who seeks to restore his house through the code of bushido" in a feudal setting of western names, with no samurai, no bushido, and no no no no no wandering samurai.
Beyond that, my only other negs occur when players want to bring in character names and archetypes that simply aren't present in the setting. If I can say "sorry no half elves" in my world without half elves, I can certainly say "no Himiko Matsudeka the wandering samurai who seeks to restore his house through the code of bushido" in a feudal setting of western names, with no samurai, no bushido, and no no no no no wandering samurai.